WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 503,339
COMMITMENTS
97,154 57,981 142,815 225,686 238,315 465,655 439,111 37,683 64,227
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 9,027)
4,842 -4,026 8,584 -5,369 1,888 8,057 6,446 970 2,581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 11.5 28.4 44.8 47.3 92.5 87.2 7.5 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 374)
129 109 146 72 110 293 293
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,853,611
COMMITMENTS
270,644 67,414 567,326 784,020 935,411 1621990 1570150 231,621 283,460
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: -7,608)
6,412 -6,531 -6,621 -14,313 8,822 -14,521 -4,330 6,914 -3,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 3.6 30.6 42.3 50.5 87.5 84.7 12.5 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 805)
216 146 273 318 373 664 688
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 20,026
COMMITMENTS
7,448 1,404 1,364 6,884 15,013 15,696 17,781 4,330 2,245
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 79)
70 25 -80 65 142 55 87 24 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.2 7.0 6.8 34.4 75.0 78.4 88.8 21.6 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
27 8 11 21 18 57 31
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 722,314
COMMITMENTS
156,278 26,453 220,310 262,470 374,354 639,058 621,116 83,255 101,197
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: -970)
-5,114 226 7,958 -6,845 -6,351 -4,000 1,834 3,031 -2,803
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 3.7 30.5 36.3 51.8 88.5 86.0 11.5 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 521)
199 104 198 140 170 441 399
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 21,556
COMMITMENTS
17,638 4,977 846 0 1,372 18,484 7,195 3,072 14,361
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 1,633)
2,194 1,629 265 0 289 2,459 2,183 -826 -550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.8 23.1 3.9 0.0 6.4 85.7 33.4 14.3 66.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
18 14 8 0 5 18 27
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 359,127
COMMITMENTS
89,455 11,605 65,912 169,004 259,739 324,372 337,255 34,755 21,871
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: -20,915)
-4,843 -48 -2,716 -13,015 -18,862 -20,574 -21,626 -340 711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 3.2 18.4 47.1 72.3 90.3 93.9 9.7 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
86 32 60 69 71 193 142
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,203,576
COMMITMENTS
152,511 259,621 148,350 744,652 582,414 1045512 990,384 158,064 213,192
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 147,341)
38,080 3,614 56,007 49,606 84,982 143,693 144,603 3,648 2,738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 21.6 12.3 61.9 48.4 86.9 82.3 13.1 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
39 54 52 92 85 159 163
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 246,137
COMMITMENTS
54,440 13,763 40,231 100,136 166,838 194,806 220,832 51,331 25,305
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 394)
516 -4,887 2,733 -10,248 -1,813 -6,999 -3,967 7,393 4,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 5.6 16.3 40.7 67.8 79.1 89.7 20.9 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
60 33 45 63 63 152 121
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,032
COMMITMENTS
4,255 2,388 1,602 8,788 11,972 14,644 15,962 3,387 2,070
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 640)
36 -96 16 264 266 316 185 324 455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 13.2 8.9 48.7 66.4 81.2 88.5 18.8 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
26 16 12 33 23 63 47
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 985,301
COMMITMENTS
165,842 284,316 16,712 653,724 587,388 836,279 888,416 149,022 96,884
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: -16,046)
6,163 -20,721 992 -30,708 7,128 -23,552 -12,601 7,506 -3,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 28.9 1.7 66.3 59.6 84.9 90.2 15.1 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
41 36 15 91 76 138 121
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,886,552
COMMITMENTS
727,818 484,380 516,384 2276855 2360678 3521057 3361441 365,496 525,111
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 534,556)
46,497 2,509 219,153 230,682 275,811 496,332 497,472 38,224 37,083
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 12.5 13.3 58.6 60.7 90.6 86.5 9.4 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327)
80 70 83 148 154 258 277
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,947,424
COMMITMENTS
152,570 353,208 244,460 1335549 1073369 1732580 1671038 214,844 276,386
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 28,693)
-12,478 10,554 53,984 29,141 17,951 70,647 82,489 -41,954 -53,796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 18.1 12.6 68.6 55.1 89.0 85.8 11.0 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
37 51 44 100 98 162 168
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 688,557
COMMITMENTS
117,520 159,328 193,915 338,236 306,939 649,671 660,181 38,886 28,376
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 33,609)
12,740 -11,879 9,948 12,801 31,482 35,489 29,551 -1,880 4,058
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 23.1 28.2 49.1 44.6 94.4 95.9 5.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
36 30 46 53 52 115 103
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 8,493
COMMITMENTS
1,727 1,534 209 1,034 4,449 2,970 6,192 5,523 2,301
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 18.1 2.5 12.2 52.4 35.0 72.9 65.0 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 6 2 3 6 10 13
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,169
COMMITMENTS
4,937 4,469 1,036 3,084 11,265 9,058 16,771 14,111 6,398
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: -1,726)
-1,387 -1,471 242 -536 -1,545 -1,681 -2,774 -45 1,048
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 19.3 4.5 13.3 48.6 39.1 72.4 60.9 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
13 13 5 7 10 24 24
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 64,188
COMMITMENTS
24,968 11,597 5,928 21,792 36,730 52,687 54,255 11,501 9,933
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 7,752)
-1,322 -1,373 3,322 3,493 4,660 5,493 6,609 2,258 1,142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.9 18.1 9.2 33.9 57.2 82.1 84.5 17.9 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
37 18 25 21 20 68 53
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 152,745
COMMITMENTS
33,357 52,385 11,234 89,704 65,577 134,296 129,196 18,449 23,549
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 14,180)
1,170 -8,834 6,011 1,341 16,582 8,521 13,759 5,659 422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 34.3 7.4 58.7 42.9 87.9 84.6 12.1 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
38 50 40 33 35 95 102
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 67,310
COMMITMENTS
1,602 22,583 351 65,118 41,802 67,071 64,736 239 2,574
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 2,759)
-157 -856 -113 3,007 3,357 2,737 2,388 22 371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 33.6 0.5 96.7 62.1 99.6 96.2 0.4 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 12 3 14 7 20 22
Updated June 15, 2007